Table of ContentsPart I: The Linear Regression ModelChapter 1: EconometricsChapter 2: The Linear Regression ModelChapter 3: Least SquaresChapter 4: The Least Squares EstimatorChapter 5: Hypothesis Tests and Model SelectionChapter 6: Functional Form and Structural ChangeChapter 7: Nonlinear, Semiparametric, and Nonparametric Regression ModelsChapter 8: Endogeneity and Instrumental Variable EstimationPart II: Generalized Regression Model and Equation SystemsChapter 9: The Generalized Regression Model and HeteroscedasticityChapter 10: Systems of EquationsChapter 11: Models for Panel DataPart III: Estimation MethodologyChapter 12: Estimation Frameworks in EconometricsChapter 13: Minimum Distance Estimation and the Generalized Method of MomentsChapter 14: Maximum Likelihood EstimationChapter 15: Simulation-Based Estimation and InferenceChapter 16: Bayesian Estimation and InferencePart IV: Cross Sections, Panel Data, and MicroeconometricsChapter 17: Discrete ChoiceChapter 18: Discrete Choices and Event CountsChapter 19: Limited Dependent Variables Truncation, Censoring, and Sample Selection Part V: Time Series and MacroeconometricsChapter 20: Serial CorrelationChapter 21: Models with Lagged Variables Chapter 22: Time-Series Models Chapter 23: Nonstationary Data Part VI: AppendicesAppendix A: Matrix AlgebraAppendix B: Probability and Distribution TheoryAppendix C: Estimation and InferenceAppendix D: Large-Sample Distribution TheoryAppendix E: Computation and OptimizationAppendix F: Data Sets Used in ApplicationsAppendix G: Statistical Tables